Gnome-RDP: Remote Desktop Client for the GNOME Desktop. Supported protocols: RDP, VNC, SSH. Configured sessions can be saved to the built in list. Additional programs required: rdesktop, tightvnc, ssh, gnome-terminal. Application can be run with Mono runtime.

Installation on Ubuntu:

sudo apt-get install gnome-rdp

Now that Gnome-RDP is installed lets fire it up:
Goto Applications->Internet->Gnome-RDP